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- Title
On optimality conditions and duality theorems for robust semi-infinite multiobjective optimization problems.
- Authors
Lee, Jae Hyoung; Lee, Gue Myung
- Abstract
In this paper, we consider a semi-infinite multiobjective optimization problem with more than two differentiable objective functions and uncertain constraint functions, which is called a robust semi-infinite multiobjective optimization problem and give its robust counterpart (RSIMP)<inline-graphic></inline-graphic> of the problem, which is regarded as the worst case of the uncertain semi-infinite multiobjective optimization problem. We prove a necessary optimality theorem for a weakly robust efficient solution of (RSIMP)<inline-graphic></inline-graphic>, and then give a sufficient optimality theorem for a weakly robust efficient solution of (RSIMP)<inline-graphic></inline-graphic>. We formulate a Wolfe type dual problem of (RSIMP)<inline-graphic></inline-graphic> and give duality results which hold between (RSIMP)<inline-graphic></inline-graphic> and its dual problem.
- Subjects
ROBUST optimization; DUALITY theory (Mathematics); MATHEMATICS theorems; LINEAR programming; CONVEX programming
- Publication
Annals of Operations Research, 2018, Vol 269, Issue 1/2, p419
- ISSN
0254-5330
- Publication type
Article
- DOI
10.1007/s10479-016-2363-5